Stochastic linear programming games with concave preferences
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Cites work
- scientific article; zbMATH DE number 1599887 (Why is no real title available?)
- scientific article; zbMATH DE number 1070896 (Why is no real title available?)
- scientific article; zbMATH DE number 1795843 (Why is no real title available?)
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- A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk
- A general framework for cooperation under uncertainty
- A primal-dual algorithm for computing a cost allocation in the core of economic lot-sizing games
- A robust-CVaR optimization approach with application to breast cancer therapy
- A stochastic programming duality approach to inventory centralization games
- Algorithmic Aspects of the Core of Combinatorial Optimization Games
- Avoiding unfairness of \textit{Owen} allocations in linear production processes
- Axiomatic characterization of insurance prices
- Balanced games arising from infinite linear models
- Coherent measures of risk
- Coherent risk measures in inventory problems
- Convex measures of risk and trading constraints
- Cooperation and game-theoretic cost allocation in stochastic inventory models with continuous review
- Cooperation between multiple news-vendors with transshipments
- Cooperative games with stochastic payoffs
- Cores of inventory centralization games
- Economic lot-sizing games
- Linear optimization and approximation. An introduction to the theoretical analysis and numerical treatment of semi-infinite programs. Transl. from the German
- Min-max optimization of several classical discrete optimization problems
- Minimum cost spanning tree games
- New techniques for cost sharing in combinatorial optimization games
- Newsvendor solutions via conditional value-at-risk minimization
- On the core of linear production games
- On the core of network synthesis games
- On the nucleolus of the basic vehicle routing game
- RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
- Risk measurement with equivalent utility principles
- Sensitivity analysis in linear semi-infinite programming via partitions
- Sequencing games
- Set-valued cooperative games with fuzzy payoffs. The fuzzy assignment game
- Sharing supermodular costs
- Shortest path games
- Stability and monotonicity in newsvendor situations
- Stochastic cooperative games: Superadditivity, convexity, and certainty equivalents
- Stochastic finance. An introduction in discrete time.
- Subjective Probability and Expected Utility without Additivity
- Technical Note—On Traveling Salesman Games with Asymmetric Costs
- The Dual Theory of Choice under Risk
- The assignment game. I: The core
- The newsvendor game has a nonempty core
- The risk-averse newsvendor problem with random capacity
- Totally Balanced Games and Games of Flow
- Traveling salesman games
Cited in
(10)- Recent contributions to linear semi-infinite optimization: an update
- A general framework for cooperation under uncertainty
- Recent contributions to linear semi-infinite optimization
- CORES OF STOCHASTIC COOPERATIVE GAMES WITH STOCHASTIC ORDERS
- Stochastic programming, cooperation, and risk exchange
- Random-payoff two-person zero-sum game with joint chance constraints
- A stochastic programming duality approach to inventory centralization games
- Dynamic linear programming games with risk-averse players
- Technical note -- robust newsvendor games with ambiguity in demand distributions
- Optimization implementation of solution concepts for cooperative games with stochastic payoffs
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